Struct OrderbookRequest 

pub struct OrderbookRequest<'a> {
    pub symbol: Cow<'a, str>,
    pub category: Category,
    pub limit: Option<u64>,
}

Parameters for requesting order book data.

This struct defines the parameters for querying the order book via the /v5/market/orderbook endpoint. The order book shows current bid and ask prices and quantities, critical for liquidity analysis and order placement in perpetual futures.

Fields

symbol: Cow<'a, str>

The trading pair symbol (e.g., “BTCUSDT”).

Identifies the perpetual futures contract. Bots must specify a valid symbol to fetch the correct order book.

category: Category

The product category (e.g., Linear, Inverse, Spot, Option).

Specifies the instrument type. For perpetual futures, use Linear or Inverse. Bots must set this correctly to avoid errors.

limit: Option<u64>

The maximum number of order book levels to return.

Controls the depth of the order book (number of bid/ask levels). The valid range depends on the category:

• spot: [1, 200], default: 1
• linear & inverse: [1, 500], default: 25
• option: [1, 25], default: 1

Bots should balance depth with performance: deeper books provide more liquidity data but increase latency and memory usage.

Implementations

impl<'a> OrderbookRequest<'a>

pub fn default() -> OrderbookRequest<'a>

Creates a default Orderbook request.

Returns a request with symbol set to "BTCUSDT" and category set to Linear. Suitable for testing but should be customized for production.

pub fn new( symbol: &'a str, category: Category, limit: Option<u64>, ) -> OrderbookRequest<'a>

Constructs a new Orderbook request with specified parameters.

Allows customization. Bots should use this to specify the exact symbol and category for their perpetual futures strategy.

pub fn validate(&self) -> Result<(), String>

Validates the request parameters according to API constraints.

Returns Ok(()) if the request is valid, or Err(String) with an error message.

pub fn default_limit(&self) -> u64

Gets the default limit value for the category.

Returns the default limit value based on the category:

• spot: 1
• linear & inverse: 25
• option: 1

pub fn effective_limit(&self) -> u64

Gets the effective limit value (either the specified limit or the default).

Returns the limit value to use for the API request.

pub fn spot(symbol: &'a str, limit: Option<u64>) -> OrderbookRequest<'a>

Creates a request for spot trading pairs.

Convenience method for creating requests for spot markets.

pub fn linear(symbol: &'a str, limit: Option<u64>) -> OrderbookRequest<'a>

Creates a request for linear perpetual futures.

Convenience method for creating requests for USDT-margined perpetual futures.

pub fn inverse(symbol: &'a str, limit: Option<u64>) -> OrderbookRequest<'a>

Creates a request for inverse perpetual futures.

Convenience method for creating requests for coin-margined perpetual futures.

pub fn option(symbol: &'a str, limit: Option<u64>) -> OrderbookRequest<'a>

Creates a request for options contracts.

Convenience method for creating requests for options markets.

Trait Implementations

impl<'a> Clone for OrderbookRequest<'a>

fn clone(&self) -> OrderbookRequest<'a>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Default for OrderbookRequest<'a>

fn default() -> OrderbookRequest<'a>

Returns the “default value” for a type.